Pages that link to "Item:Q2957466"

The following pages link to Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466):

Displaying 14 items.

• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Predictive stochastic programming (Q2127363) (← links)
• Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration (Q2140361) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Multiplier stabilization applied to two-stage stochastic programs (Q2275276) (← links)
• An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055) (← links)
• Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
• Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty (Q5085157) (← links)
• Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
• Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
• Distribution-free algorithms for predictive stochastic programming in the presence of streaming data (Q6155066) (← links)
• Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)